Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process (Q809524)
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scientific article; zbMATH DE number 4213280
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| English | Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process |
scientific article; zbMATH DE number 4213280 |
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Asymptotic properties of a maximum likelihood estimator with data from a Gaussian process (English)
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1991
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Langevin equation
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Ornstein-Uhlenbeck process
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consistency
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asymptotic normality
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least squares estimator
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Gaussian process
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stochastic process modeling of computer experiments
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log-likelihood function
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maximum likelihood estimator
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regression models
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0.9301274
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0.9283413
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0.9226695
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0.9151908
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0.9059848
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0.90358883
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